-10.8%
TTWO vs PFG
+51.4%
-62.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -8.8% | +5.5% | -14.3% | -9.9% |
| 30D | -8.6% | +2.4% | -11.0% | -9.1% |
| 3M | -0.9% | +13.6% | -14.5% | -3.8% |
| 6M | -0.5% | +27.9% | -28.4% | -6.2% |
| YTD | -16.1% | +35.6% | -51.7% | -21.7% |
| 1Y | -10.8% | +48.5% | -59.3% | -18.2% |
| All | -10.8% | +51.4% | -62.2% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling